The Harmonic Minor Scale was devised to correct the 5 chord in the Natural Minor Scale from being a "Minor chord" to becoming a Dominant 7th or Major Triad. This would then allow the chord progression to harmonically resolve the cadence from the 5 chord to the Tonic Minor chord.
Within the Harmonic Minor Scale is also a Diminished Arpeggio which can be useful when improvising over chords from the chord scales above. The example below shows the minor 3rd intervals (Diminished Arpeggio) notes common to both the Harmonic Minor Scale and Diminished Arpeggio.
 |
 |
 |